Realty Income (O) Daily/Weekly Backtest Results military_tech

Signal:                  
                  [ What are these? | Switch to O's monthly backtests ]
Fixed profit target:               -or-  
Show signal scores:       Threshold:           [ What are these scores? ]
Expectancy: 3.10%.   Win rate: 71.70%.   Sharpe Ratio: -6.75.   Maximum drawdown: -42.99% on 03 April 2020.
Mean CAGR: 55.93%. Time in market: 12908 days.   Hypothetical return: $1000 would be worth $595.90 on 06 February 2025.
Key: change_history : profitable trade change_history : breakeven trade (minimal loss after 2 years) change_history : losing trade (not profitable in a 2 year timeframe)


*Transaction costs, taxes and dividends are excluded from these calculations. Past performance may not necessarily be a reliable guide to future performance.

Calculations for Realty Income

Expectancy is the percentage profit or loss you would expect to make on the next purchase of this stock with an entry point at the specified signal and profit target as set above. Given a large enough sample size, a positive expectancy indicates the trading strategy is likely to be profitable.

Expectancy calculation for 53 signal(s) occurring before 01 June 2024 for a 7.5% profit target: (71.70% * 8.00%) + (11.32% * 2.74%) - (16.98% * 17.32%) = 3.10%.
Wins: 38 Breakevens: 6 Losses: 9

To even out CAGR calculations, large individual returns from particularly quick trades have been capped at 300%.

The Sharpe Ratio calculation assumes a risk free return rate of 2% per calendar year. Ideally the ratio should be a positive number. A higher positive number indicates the strategy has a more attractive risk adjusted rate of return for this particular buy signal and stock over the chart's timeframe.

Realty Income Analysis

Market sector: Real Estate.

External links: Seeking Alpha Research, Zacks Research.

These links may show useful information about why a stock's price has fallen significantly.

 

Double Seven Backtest Summary (Fixed Profits System)

This table summarises how profitable it would have been to have bought this stock at each Double Seven entry signal. Hover over the icons to see more details of the particular trade, including the maximum percentage drawdown and how long it took to reach the desired percentage profit.

Key:   disabled_by_default = profit point not achieved. select_check_box = profit point achieved with CAGR above 15%.
select_check_box = profit point achieved with CAGR of between 5% and 15%. select_check_box = profit point achieved but CAGR was less than 5%.

Signal Date and Score Buy Signal Price Performance (mouseover for details)
5% 6% 7.5% 10% 20%
08 June 2026   cards_starLOW    apartmentLOW   Double Seven $ 60.36 schedule schedule schedule schedule schedule
05 May 2026   cards_starLOW    apartmentLOW   Double Seven $ 63.48 schedule schedule schedule schedule schedule
02 April 2026   cards_starLOW    apartmentLOW   Double Seven $ 62.22 schedule schedule schedule schedule schedule
02 March 2026   cards_starLOW    apartmentLOW   Double Seven $ 67.18 schedule schedule schedule schedule schedule
27 January 2026   cards_starLOW    apartmentLOW   Double Seven $ 60.66 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt schedule
10 November 2025   cards_starLOW    apartmentLOW   Double Seven $ 56.63 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt schedule
07 October 2025   cards_starLOW    apartmentLOW   Double Seven $ 59.79 select_check_box select_check_box select_check_box electric_bolt select_check_box electric_bolt schedule
03 September 2025   cards_starLOW    apartmentLOW   Double Seven $ 57.80 select_check_box select_check_box select_check_box select_check_box electric_bolt schedule
31 July 2025   cards_starLOW    apartmentLOW   Double Seven $ 56.44 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box select_check_box schedule
13 December 2024   cards_starLOW    apartmentLOW   Double Seven $ 55.17 select_check_box select_check_box electric_bolt select_check_box select_check_box select_check_box
11 November 2024   cards_starLOW    apartmentLOW   Double Seven $ 57.58 select_check_box select_check_box select_check_box select_check_box select_check_box
08 October 2024   cards_starLOW    apartmentLOW   Double Seven $ 61.64 select_check_box select_check_box select_check_box select_check_box select_check_box
04 September 2024   cards_starLOW    apartmentLOW   Double Seven $ 62.50 select_check_box select_check_box select_check_box select_check_box select_check_box
01 August 2024   cards_starLOW    apartmentLOW   Double Seven $ 57.82 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
23 May 2024   cards_starLOW    apartmentLOW   Double Seven $ 53.02 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
18 January 2024   cards_starLOW     Double Seven $ 56.64 select_check_box select_check_box select_check_box select_check_box select_check_box
10 March 2023   cards_starLOW     Double Seven $ 62.40 select_check_box select_check_box select_check_box select_check_box select_check_box
06 February 2023   cards_starLOW     Double Seven $ 67.36 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 September 2022   cards_starLOW     Double Seven $ 63.27 select_check_box select_check_box select_check_box disabled_by_default disabled_by_default
19 August 2022   cards_starLOW     Double Seven $ 72.89 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
01 June 2022   cards_starLOW     Double Seven $ 68.16 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
27 April 2022   cards_starLOW     Double Seven $ 71.92 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
24 January 2022   cards_starLOW     Double Seven $ 67.69 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
21 December 2021   cards_starLOW     Double Seven $ 68.16 select_check_box electric_boltelectric_boltelectric_bolt select_check_box select_check_box electric_bolt disabled_by_default disabled_by_default
19 November 2021   cards_starLOW     Double Seven $ 70.98 select_check_box disabled_by_default disabled_by_default disabled_by_default disabled_by_default
18 October 2021   cards_starLOW     Double Seven $ 69.88 select_check_box electric_boltelectric_boltelectric_bolt select_check_box disabled_by_default disabled_by_default disabled_by_default
14 September 2021   cards_starLOW     Double Seven $ 68.44 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
13 August 2021   cards_starLOW     Double Seven $ 71.59 select_check_box select_check_box select_check_box select_check_box select_check_box
12 July 2021   cards_starLOW     Double Seven $ 69.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box select_check_box select_check_box
08 June 2021   cards_starLOW     Double Seven $ 70.46 select_check_box select_check_box select_check_box select_check_box select_check_box
06 May 2021   cards_starLOW     Double Seven $ 67.42 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box select_check_box
30 March 2021   cards_starLOW     Double Seven $ 63.92 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box
26 February 2021   cards_starLOW     Double Seven $ 60.81 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
25 January 2021   cards_starLOW     Double Seven $ 60.19 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
22 December 2020   cards_starMEDIUM     Double Seven $ 60.41 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
19 November 2020   cards_starMEDIUM     Double Seven $ 61.08 select_check_box select_check_box select_check_box select_check_box electric_bolt select_check_box
14 September 2020   cards_starMEDIUM     Double Seven $ 64.72 select_check_box select_check_box select_check_box select_check_box select_check_box
13 February 2020   cards_starMEDIUM     Double Seven $ 77.04 select_check_box electric_boltelectric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
20 December 2019   cards_starLOW     Double Seven $ 70.65 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
18 November 2019   cards_starMEDIUM     Double Seven $ 75.64 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt disabled_by_default disabled_by_default
15 October 2019   cards_starMEDIUM     Double Seven $ 75.61 select_check_box electric_boltelectric_bolt select_check_box select_check_box disabled_by_default disabled_by_default
11 September 2019   cards_starMEDIUM     Double Seven $ 71.01 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
09 August 2019   cards_starMEDIUM     Double Seven $ 69.60 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
08 July 2019   cards_starLOW     Double Seven $ 67.22 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 June 2019   cards_starMEDIUM     Double Seven $ 67.74 select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
30 April 2019   cards_starLOW     Double Seven $ 66.50 select_check_box electric_bolt select_check_box select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
29 March 2019   cards_starLOW     Double Seven $ 70.04 select_check_box select_check_box select_check_box select_check_box disabled_by_default
25 February 2019   cards_starLOW     Double Seven $ 65.75 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box select_check_box select_check_box electric_bolt
22 January 2019   cards_starMEDIUM     Double Seven $ 60.99 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt
18 December 2018   cards_starMEDIUM     Double Seven $ 60.84 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
12 November 2018   cards_starMEDIUM     Double Seven $ 58.73 select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
09 October 2018   cards_starLOW     Double Seven $ 54.35 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
07 September 2018   cards_starMEDIUM     Double Seven $ 54.04 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
06 August 2018   cards_starMEDIUM     Double Seven $ 53.33 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
03 July 2018   cards_starLOW     Double Seven $ 49.47 select_check_box electric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_bolt select_check_box electric_bolt
10 October 2017   cards_starMEDIUM     Double Seven $ 50.28 select_check_box select_check_box select_check_box select_check_box select_check_box
06 September 2017   cards_starMEDIUM     Double Seven $ 51.51 select_check_box select_check_box select_check_box select_check_box select_check_box
04 August 2017   cards_starMEDIUM     Double Seven $ 50.33 select_check_box select_check_box select_check_box select_check_box select_check_box
14 October 2016   LOW     Double Seven $ 52.92 select_check_box select_check_box select_check_box select_check_box select_check_box
12 September 2016   LOW     Double Seven $ 54.93 select_check_box electric_boltelectric_bolt disabled_by_default disabled_by_default disabled_by_default disabled_by_default
09 August 2016   LOW     Double Seven $ 58.05 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
06 July 2016   LOW     Double Seven $ 60.01 disabled_by_default disabled_by_default disabled_by_default disabled_by_default disabled_by_default
03 June 2016   LOW     Double Seven $ 52.52 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box
02 May 2016   LOW     Double Seven $ 49.89 select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt
29 March 2016   LOW     Double Seven $ 52.00 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box
23 February 2016   LOW     Double Seven $ 49.51 select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt select_check_box electric_bolt
11 January 2016   LOW     Double Seven $ 42.80 select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt select_check_box electric_boltelectric_bolt

 

The data for Realty Income (exchange: XNYS symbol: O) was last updated 14 Jun 2026 16:17. Data for this stock is available from 01 Dec 2015 - 08 Jun 2026.